+1,773.8%
HWM vs ALLY
+215.8%
+1,558.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -2.1% | +3.7% | -5.8% | -4.0% |
| 30D | -11.0% | -2.3% | -8.7% | -9.9% |
| 3M | +4.0% | +3.8% | +0.2% | +1.8% |
| 6M | -0.2% | +9.7% | -9.9% | -5.6% |
| YTD | +26.7% | -1.4% | +28.1% | +26.0% |
| 1Y | +44.7% | +8.2% | +36.5% | +36.0% |
| 3Y | +426.1% | +66.5% | +359.6% | +266.6% |
| 5Y | +738.5% | +1.2% | +737.3% | +635.4% |
| All | +1,773.8% | +215.8% | +1,558.0% | +613.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling